UBS Call 21 DTE 20.12.2024
/ CH1251035262
UBS Call 21 DTE 20.12.2024/ CH1251035262 /
| 6/5/2024 9:51:03 PM |
Chg.+0.190 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+8.60% |
-
Bid Size: - |
-
Ask Size: - |
DT.TELEKOM AG NA |
21.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL17X8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
1.25 |
| Time value: |
1.02 |
| Break-even: |
23.27 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
2.71% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
7.11 |
| Rho: |
0.08 |
Quote data
| Open: |
2.220 |
| High: |
2.530 |
| Low: |
2.220 |
| Previous Close: |
2.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+29.73% |
| 3 Months |
|
|
+28.34% |
| YTD |
|
|
+37.93% |
| 1 Year |
|
|
+77.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
1.680 |
| 1M High / 1M Low: |
2.250 |
1.680 |
| 6M High / 6M Low: |
2.930 |
1.360 |
| High (YTD): |
1/22/2024 |
2.930 |
| Low (YTD): |
3/14/2024 |
1.360 |
| 52W High: |
1/22/2024 |
2.930 |
| 52W Low: |
8/8/2023 |
0.810 |
| Avg. price 1W: |
|
2.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.996 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.662 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
122.63% |
| Volatility 6M: |
|
103.91% |
| Volatility 1Y: |
|
101.59% |
| Volatility 3Y: |
|
- |
